Happy to share the last part of the incredibly stimulating "tour d'horizon" of #IRRBB and #ALM that I had the honour of doing with Guy Spier. We go through key risk management metrics such as DV01, what they mean and why they are important. And, if you make it to the end, Guy then builds a bridge to why these concepts can also be relevant for investors and #ValueInvesting. It was such a pleasure, Guy - Thank You! 🙏
Asset Liability Management & Interest Rate Risk in the Banking Book - Part 4 of 4
https://www.youtube.com/
Alex Struc
1w
Enjoyed all four — rich in content — very generous of you — thank you!
Amit Kataria
1w
Commenting for my network! Content like these are rare
Computer Science MSc. Student at ETH Zurich
2wLooking forward to this final part of the series! This is some of the best concise information on ALM out there